Related papers: Infinite Dimensional Mean-Field Belavkin Equation:…
Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…
This the text of a proceeding accepted for the 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014). We present some results of an ongoing research on the controllability problem of an abstract bilinear…
In a probabilistic mean field game driven by a L\'evy process an individual player aims to minimize a long run discounted/ergodic cost by controlling the process through a pair of increasing and decreasing c\`adl\`ag processes, while he is…
This paper is concerned with the problem of budget control in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a regional financial network.…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
In this paper, we investigate the well-posedness and positivity property of infinite-dimensional linear system with unbounded input and output operators. In particular, we characterize the internal and external positivity for this class of…
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
We consider the quantum many-body dynamics at the weak-coupling scaling. We derive rigorously the quantum Boltzmann equation, which contains the classical hard sphere model and, effectively, the inverse power law model, from the many-body…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control. By using feedback controls, we reformulate the problem into…
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…
Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…
We derive the formalism for steady state nonequilibrium dynamical mean-field theory in a real-time formalism along the Kadanoff-Baym contour. The resulting equations of motion are first transformed to Wigner coordinates (average and…
The mean-field theory (MFT) of simple glasses, which is exact in the limit of infinite spatial dimensions, $d\rightarrow\infty$, offers theoretical insight as well as quantitative predictions about certain features of $d=3$ systems. In…
Stochastic port-Hamiltonian systems on infinite-dimensional spaces governed by It\^o stochastic differential equations (SDEs) are introduced and some properties of this new class of systems are studied. They are an extension of stochastic…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
We study the random-field Ising model with long-range interactions and show the exactness of the mean-field theory under certain mild conditions. This is a generalization of the result of Mori for the non-random and spin-glass cases. To…
The present work establishes the mean-field limit of a N-particle system towards a regularized variant of the relativistic Vlasov-Maxwell system, following the work of Braun-Hepp [Comm. in Math. Phys. 56 (1977), 101-113] and Dobrushin…